This really need to be addressed, setting the input mode to UI only disables blueprints input actions, i know you can override the key down function in UMG, but when you have over 30 widgets it becomes a mess having to do it in each one depending what ones in focus, and setting the input mode to Game and UI also creates issues, you find your self calling on a Boolean every time your UI is open to make sure your not calling logic that’s Game only, so being able to override a few keys for opening and closing UMG windows would really be helpful.
Posted on this answer hub as well.